BTdecayLasso: Bradley-Terry Model with Exponential Time Decayed Log-Likelihood and Adaptive Lasso

We apply Bradley-Terry Model to estimate teams' ability in paired comparison data. Exponential Decayed Log-likelihood function is applied for dynamic approximation of current rankings and Lasso penalty is applied for variance reduction and grouping. The main algorithm applies the Augmented Lagrangian Method described by Masarotto and Varin (2012) <doi:10.1214/12-AOAS581>.

Getting started

Package details

AuthorYunpeng Zhou [aut, cre], Jinfeng Xu [aut]
MaintainerYunpeng Zhou <michael.zhou.hku@gmail.com>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BTdecayLasso")

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BTdecayLasso documentation built on May 1, 2019, 8:24 p.m.